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subject:"Volatility"
type_genre:"Article in journal"
~person:"Westerlund, Joakim"
~subject:"Induktive Statistik"
~subject:"Metal market"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regression analysis"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation theory"
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Volatility
Induktive Statistik
Metal market
Nichtparametrisches Verfahren
Regression analysis
Estimation theory
28
Schätztheorie
28
Panel
18
Panel study
18
Regressionsanalyse
11
Time series analysis
9
Zeitreihenanalyse
9
Einheitswurzeltest
8
Unit root test
8
Estimation
6
Panel data
6
Schätzung
6
CCE estimation
4
Factor analysis
4
Faktorenanalyse
4
Correlation
3
Forecasting model
3
Interactive effects
3
Korrelation
3
Prognoseverfahren
3
Statistical test
3
Statistischer Test
3
Common correlated effects
2
Common factor models
2
Common factors
2
Deterministic trend
2
Forecasting
2
Incidental trends
2
Interactive effects models
2
Local asymptotic power
2
Metallmarkt
2
Recursive detrending
2
Statistical inference
2
Structural break
2
Strukturbruch
2
ARCH model
1
ARCH-Modell
1
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Undetermined
8
Free
1
Type of publication
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Article
15
Type of publication (narrower categories)
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Article in journal
Bibliography included
Aufsatz in Zeitschrift
15
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
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2
Conference paper
1
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English
15
Author
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Westerlund, Joakim
Linton, Oliver
43
Phillips, Peter C. B.
33
Li, Qi
32
Su, Liangjun
28
Chen, Songnian
25
Gao, Jiti
23
Cai, Zongwu
22
Parmeter, Christopher F.
22
Florens, Jean-Pierre
21
Racine, Jeffrey
20
Kumbhakar, Subal
19
Simar, Léopold
19
Tsionas, Efthymios G.
19
Ullah, Aman
18
Chen, Xiaohong
17
Kumar, Dilip
17
Sun, Yiguo
17
Chernozhukov, Victor
16
Li, Degui
16
Escanciano, Juan Carlos
15
Fan, Jianqing
14
Fan, Yanqin
14
Horowitz, Joel
14
Kapetanios, George
14
Maheswaran, S.
14
Newey, Whitney K.
14
Tu, Yundong
14
White, Halbert
14
Henderson, Daniel J.
13
Lewbel, Arthur
13
Xiao, Zhijie
13
Baltagi, Badi H.
12
Hansen, Christian Bailey
12
Otsu, Taisuke
12
Todorov, Viktor
12
Ai, Chunrong
11
Andrews, Donald W. K.
11
Hoderlein, Stefan
11
Hsu, Yu-Chin
11
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Journal of econometrics
4
Economics letters
3
Oxford bulletin of economics and statistics
2
Econometric reviews
1
Journal of Asian economics
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international financial markets, institutions & money
1
The econometrics journal
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ECONIS (ZBW)
15
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1
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
2
Forecasting using cross-section average-augmented time series regressions
Karabiyik, Hande
;
Westerlund, Joakim
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 315-333
Persistent link: https://www.econbiz.de/10012595000
Saved in:
3
On the robustness of the pooled CCE estimator
Juodis, Artūras
;
Karabiyik, Hande
;
Westerlund, Joakim
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10012618517
Saved in:
4
Testing additive versus interactive effects in fixed-T panels
Westerlund, Joakim
- In:
Economics letters
174
(
2019
),
pp. 5-8
Persistent link: https://www.econbiz.de/10012120997
Saved in:
5
On CCE estimation of factor-augmented models when regressors are not linear in the factors
Vos, Ignace de
;
Westerlund, Joakim
- In:
Economics letters
178
(
2019
),
pp. 5-7
Persistent link: https://www.econbiz.de/10012121568
Saved in:
6
Estimation of factor-augmented panel regressions with weakly influential factors
Reese, Simon
;
Westerlund, Joakim
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 401-465
Persistent link: https://www.econbiz.de/10012039354
Saved in:
7
On the role of the rank condition in CCE estimation of factor-augmented panel regressions
Karabiyik, Hande
;
Reese, Simon
;
Westerlund, Joakim
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 60-64
Persistent link: https://www.econbiz.de/10011818341
Saved in:
8
Panicca : panic on cross-section averages
Reese, Simon
;
Westerlund, Joakim
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 961-981
Persistent link: https://www.econbiz.de/10011686167
Saved in:
9
On the estimation and testing of predictive panel regressions
Karabiyik, Hande
;
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
45
(
2016
),
pp. 115-125
Persistent link: https://www.econbiz.de/10011690459
Saved in:
10
The effect of recursive detrending on panel unit root tests
Westerlund, Joakim
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 453-467
Persistent link: https://www.econbiz.de/10011348966
Saved in:
1
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